As the reallocator of liquidity from banks with excess to banks with a deficit, the interbank
money market (IMM) plays a fundamental role in the proper functioning of the banking …

The interbank financial networks literature has been gaining ground since the 2007–2008
global financial crisis. This paper contributes to the literature of interbank financial networks …

Systemic liquidity risk, defined by the International Monetary Fund as “the risk of
simultaneous liquidity difficulties at multiple financial institutions,” is a key topic in financial …

Financial contagion from liquidity shocks has being recently ascribed as a prominent driver
of systemic risk in interbank lending markets. Building on standard compartment models …

Assessing the stability of economic systems is a fundamental research focus in economics,
that has become increasingly interdisciplinary in the currently troubled economic situation. In …

When studying the interbank money market (IMM), it is common to model banks as agents
interacting through loans to tackle its complexity. However, the use of agent abstraction in …

Global inflation is high, and economic recovery is slow, leading to frequent monetary policy
adjustments aimed at maintaining financial stability and accelerating recovery. To study the …

One of the proposals that have been brought forward regarding ways of discouraging banks
from taking unnecessary risk, widely debated these days, is the introduction of taxes in the …

An agent‐based model is proposed, constructing an evolutionary banking system, where
interbank loans and investment strategies are, respectively, determined by liquidity shortage …

La presente investigación tiene como objetivo principal determinar la relación en la gestión
de riesgo crediticio con la calidad de cartera en la Institución Bancaria Mibanco Ag …